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Pricing and Hedging in Incompl...
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61
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Saved in:
62
Risk-management Bermudan swaptions in a LIBOR model
Pietersz, Raoul
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
11
(
2003
)
3
,
pp. 51-62
Persistent link: https://www.econbiz.de/10002007139
Saved in:
63
Markov-functional interest rate models
Hunt, Phil J.
;
Kennedy, Joanne
;
Pelsser, Antoon André Jean
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
Saved in:
64
Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001473517
Saved in:
65
Optimal optioned portfolios with confidence limits on shortfall constraints
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966912
Saved in:
66
Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000903478
Saved in:
67
Pricing of flexible and limit caps
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988114
Saved in:
68
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
69
Arbitrage-free pricing of quanto-swaptions
Hunt, Philip A.
;
Pelsser, Antoon André Jean
-
1998
Persistent link: https://www.econbiz.de/10000988119
Saved in:
70
Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
European finance review : the official journal of the …
5
(
2001
)
3
,
pp. 201-237
Persistent link: https://www.econbiz.de/10001654818
Saved in:
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